EME·EMCOR Group, Inc.

Realized volatility (21d)

31.3% 71st pct

Below its peak

-17.8%

vs 200-day average

-0.3%

Up days (1y)

55%

EMCOR Group, Inc. is currently running 31.3% annualised volatility over the last 21 sessions. Measured against EME's own 13 years of daily returns rather than a market-wide average, that is the 71st percentile — a little above its own norm, against a typical reading of 24.6%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

EME is trading -17.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -16.9%, and the deepest was -46.1% in 2020. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits -0.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 24th percentile — a narrower gap than it typically runs. Over the past year EME closed higher on 55% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 13 years of records, EME finished the month higher 10 of 13 times, with a median return of +2.9% and an average of +4.6%. Its strongest month historically has been October at +4.6% on average, its weakest December at -0.8%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: EME has opened more than 2% away from the prior close in 172 of 3,267 sessions (5.3% of the time), with the largest gaps running +7.2% and -10.2%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against EME's own 13-year history, not a peer group or index.